Interest rate models

Interest rate models: an introduction

by Cairns, Andrew

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Title Statements

  • Full title :Interest rate models : an introduction / Andrew J.G. Cairns.

Edition Statements

  • Publication Date:©2004.

Publication Statements

The Physical Object

  • Description:274 s

Edition Identifiers

  • ISBN:0691118930, 9780691118932, 0691118949, 9780691118949
  • oclc:ocn936761042
  • LC Classification:HG1621
  • Dewey Decimal:332.8/01/51

Subjects

Bonds -- Mathematical models Derivative securities -- Prices Instruments dérivés (Finances) -- Prix Interest rates -- mathematical models Obligations (Valeurs) -- Modèles mathém… Securities -- mathematical models Taux d'intérêt -- Modèles mathématiques

Writers

Cairns, Andrew

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